Alan Langworthy - Executive Director, Multi-Asset Research

As part of the multi-asset research team, Alan's primary focus is on the next generation of Axioma's fixed income risk model. Prior to joining Axioma in 2016, Alan spent fifteen years at UBS, the last ten of which were in UBS Delta where he worked on risk, performance attribution, liquidity, and bespoke client projects.

Most recent articles by Alan Langworthy

CDS: Examining the negative basis

This week we noted that the CDS basis for names in the Markit iTraxx Europe index had gone significantly negative in March, which struck us as very unusual.

Posted 06.17.20 Alan Langworthy

Fixed Income factors: Why do we build credit curves?

We take a look at how we build credit curves to serve as a foundation for fixed income models and the advantages they have over some other methodologies.    

Posted 06.20.19 Alan Langworthy